Repository Public Research preview
1{2 "counts": {3 "minutes_with_factors": 5045789,4 "yield_days_with_factors": 3963,5 "first": "2011-01-02 18:30:00-05:00",6 "last": "2026-11-06 16:59:00-05:00",7 "sr3_median_minutes_by_year": {8 "2018": 1.0,9 "2019": 10.0,10 "2020": 10.0,11 "2021": 21.0,12 "2022": 636.0,13 "2023": 685.0,14 "2024": 647.0,15 "2025": 629.0,16 "2026": 605.017 }18 },19 "lp": {20 "horizons_intraday_min": [21 25,22 60,23 120,24 24025 ],26 "horizons_days": [27 0,28 1,29 2,30 5,31 1032 ],33 "shock": "window [-5,+25) change in the implied 2-year yield, bp; coefficients are bp per bp",34 "FOMC_all": {35 "dL": {36 "m25": {37 "beta": 0.08822825141338475,38 "se_hc": 0.07771336095730169,39 "ci": [40 -0.0661455718085756,41 0.2383935784229995742 ],43 "n": 125,44 "r2": 0.01485150898732601245 },46 "m60": {47 "beta": 0.2905221754241217,48 "se_hc": 0.15599270436650636,49 "ci": [50 -0.012706109989124971,51 0.623917399740621452 ],53 "n": 125,54 "r2": 0.0834234434217532355 },56 "m120": {57 "beta": 0.18610512429865542,58 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